EMGF Options History — May 2025 In May 2025, EMGF traded between $46.82 and $50.11. ATM implied volatility averaged 22.4%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 11.0% (HV 20d: 33.4%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2025-05-14 : Highest Volume — 2 contracts2025-05-14 : Largest IV drop — 55.6% change2025-05-12 : Highest IV Rank — 57.0%2025-05-19 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $48.67 $46.82 $50.11 $46.91 $48.43 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 22.4% 15.3% 39.7% 20.7% 20.6% Expected Move 5.3% 4.4% 6.7% 5.9% 5.9% HV 20d 33.4% 26.3% 49.6% 49.6% 32.7% HV 60d 34.6% 32.4% 36.2% 32.4% 35.5% IV Rank 25.4% 12.5% 57.0% 22.3% 22.1% IV Percentile 44.0% 8.7% 92.5% 43.3% 43.3% Term Structure -4.8% -17.5% 1.0% -3.0% -3.1% VWIV 30.5% 30.5% 30.5% 30.5% 30.5% Skew 25d -3.6% -8.4% 1.7% 1.2% -3.5% Skew 10d -0.6% -6.7% 11.7% 1.4% 5.3% Call IV 25d 21.7% 17.4% 29.4% 22.5% 29.4% Put IV 25d 18.1% 12.8% 25.9% 23.7% 25.9% Bid-Ask Spread % 138.78 135.42 144.18 144.18 139.12 Gamma HHI 0.57 0.50 1.00 0.50 0.55 Net GEX 898 0 1.7K 1.1K 622 Net DEX -13.2K -20.0K -7.9K -8.1K -10.4K Net VEX -17 -27 0 -27 -18 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.095 0 2 0 0 Total OI 4 4 4 4 4
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2025-05-01 $46.91 $0.00 20.7% 5.9% 49.6% 22.3% 0.0% 1.2% -3.0% 1.1K -8.1K -27 0.00 144.18 N/A N/A 0 0 4 0 2025-05-02 $47.56 $0.00 20.3% 5.8% 49.0% 21.6% 0.0% -1.1% 1.0% 860 -9.0K -27 0.00 142.75 N/A N/A 0 0 4 0 2025-05-05 $49.25 $47.00 23.4% 4.7% 47.2% 27.2% 0.0% -0.5% 0.3% 1.7K -14.6K -19 0.00 139.03 N/A N/A 0 0 4 0 2025-05-06 $48.02 $47.00 24.0% 5.1% 42.2% 28.4% 0.0% 1.7% -0.2% 1.1K -11.5K -25 0.00 137.72 N/A N/A 0 0 4 0 2025-05-07 $47.77 $47.00 26.6% 5.4% 41.8% 33.1% 0.0% 1.7% -1.9% 1.1K -10.4K -25 0.00 143.42 N/A N/A 0 0 4 0 2025-05-08 $46.82 $47.00 29.3% 5.8% 30.6% 37.9% 0.0% -3.9% -13.3% 704 -7.9K -24 0.00 140.60 N/A N/A 0 0 4 0 2025-05-09 $47.13 $47.00 32.6% 6.2% 27.0% 44.0% 0.0% -4.3% -17.5% 744 -8.3K -24 0.00 140.48 N/A N/A 0 0 4 0 2025-05-12 $48.14 $47.00 39.7% 5.8% 26.3% 57.0% 0.0% -4.0% -16.5% 790 -10.2K -24 0.00 137.63 N/A N/A 0 0 4 0 2025-05-13 $49.66 $47.00 38.6% 4.8% 28.0% 54.9% 0.0% -2.5% -2.8% 1.5K -17.7K -8 0.00 137.84 N/A N/A 0 0 4 0 2025-05-14 $49.26 $47.00 17.1% 4.9% 28.4% 15.8% 30.5% -6.8% -6.3% 1.0K -12.8K -21 0.00 135.68 N/A N/A 2 0 4 0 2025-05-15 $48.69 $47.00 17.1% 4.9% 27.7% 15.6% 0.0% -3.9% -1.2% 795 -11.2K -23 0.00 135.87 N/A N/A 0 0 4 0 2025-05-16 $49.64 $47.00 15.3% 4.4% 28.1% 12.5% 0.0% -5.1% -2.8% 0 -19.9K 0 0.00 137.61 N/A N/A 0 0 4 0 2025-05-19 $48.50 $47.00 23.5% 6.7% 29.8% 27.4% 0.0% -3.6% -6.5% 572 -10.6K -22 0.00 135.42 N/A N/A 0 0 4 0 2025-05-20 $49.60 $47.00 16.2% 4.6% 30.5% 14.1% 0.0% -7.8% -3.1% 1.0K -13.4K -19 0.00 135.78 N/A N/A 0 0 4 0 2025-05-21 $50.11 $47.00 16.8% 4.8% 30.5% 15.1% 0.0% -2.9% -3.5% 1.6K -19.4K -2 0.00 137.07 N/A N/A 0 0 4 0 2025-05-22 $48.61 $47.00 17.4% 5.0% 31.6% 16.4% 0.0% -8.4% -2.5% 1.0K -11.0K -20 0.00 137.22 N/A N/A 0 0 4 0 2025-05-23 $48.64 $47.00 17.7% 5.1% 29.6% 16.9% 0.0% -3.4% -2.6% 516 -10.8K -21 0.00 139.13 N/A N/A 0 0 4 0 2025-05-27 $49.78 $47.00 17.7% 5.1% 30.5% 16.8% 0.0% -5.8% -4.9% 1.4K -19.6K 0 0.00 139.66 N/A N/A 0 0 4 0 2025-05-28 $49.70 $47.00 18.0% 5.2% 30.4% 17.4% 0.0% -6.1% -4.7% 609 -19.9K 0 0.00 139.32 N/A N/A 0 0 4 0 2025-05-29 $49.94 $47.00 17.8% 5.1% 30.3% 17.0% 0.0% -6.8% -5.4% 42 -20.0K 0 0.00 138.83 N/A N/A 0 0 4 0 2025-05-30 $48.43 $47.00 20.6% 5.9% 32.7% 22.1% 0.0% -3.5% -3.1% 622 -10.4K -18 0.00 139.12 N/A N/A 0 0 4 0
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